+152.8%
BB vs NWSA
+32.6%
+120.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.8% |
| 7D | +1.8% | +2.2% | -0.4% | +0.7% |
| 30D | +8.1% | -8.8% | +16.9% | +12.6% |
| 3M | -1.0% | -6.5% | +5.5% | +1.5% |
| 6M | +45.9% | +1.5% | +44.4% | +40.1% |
| YTD | +134.8% | +4.0% | +130.8% | +120.8% |
| 1Y | +104.6% | +3.4% | +101.2% | +93.2% |
| 3Y | +152.8% | +34.8% | +118.0% | +93.9% |
| All | +152.8% | +32.6% | +120.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling